+618.5%
CLF vs APD
+6,285.2%
-5,666.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -10.2% |
| 7D | -21.0% | -0.7% | -20.2% | -20.5% |
| 30D | -8.0% | +10.1% | -18.1% | -14.1% |
| 3M | -10.9% | +4.9% | -15.8% | -14.0% |
| 6M | +5.8% | +2.5% | +3.4% | +3.2% |
| YTD | -15.1% | +27.8% | -42.9% | -29.7% |
| 1Y | +7.2% | +32.9% | -25.6% | -14.9% |
| 3Y | -34.2% | +13.4% | -47.5% | -43.5% |
| 5Y | -49.6% | +12.8% | -62.4% | -56.3% |
| 10Y | +109.9% | +194.6% | -84.7% | -6.9% |
| All | +618.5% | +6,285.2% | -5,666.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling